TY  - BOOK
AU  - Huang, Da Et al.
TI  - Estimating GARCH models:when to use what?
PY  - 2008///
KW  - Econometrics
KW  - Estimating procrdure selection;GARCH;Gaussian Likehood;Heavy tail;Laplace distribution;Least absolute deviations estimator;Maximum quasilikelihood estimator;Time series
ER  -